-34.0%
CCL vs SONY
+373.2%
-407.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.3% |
| 7D | -1.2% | +0.3% | -1.4% | -1.4% |
| 30D | +13.1% | +11.1% | +2.0% | +5.4% |
| 3M | +3.4% | +14.7% | -11.3% | -5.9% |
| 6M | +18.7% | +18.8% | -0.1% | +4.6% |
| YTD | -2.3% | +5.7% | -8.0% | -7.6% |
| 1Y | +14.2% | -8.1% | +22.2% | +17.5% |
| 3Y | +133.6% | +64.0% | +69.6% | +60.2% |
| 5Y | +33.5% | +12.6% | +20.9% | +14.5% |
| All | -34.0% | +373.2% | -407.2% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SONY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling